+84.4%
DT vs CMS
+49.5%
+34.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -20.2% | -0.9% | -19.3% | -20.1% |
| 30D | -30.8% | +7.1% | -37.8% | -31.8% |
| 3M | -10.2% | -1.3% | -8.9% | -10.1% |
| 6M | +8.0% | -2.7% | +10.7% | +8.4% |
| YTD | +1.5% | +2.6% | -1.2% | +0.1% |
| 1Y | -6.9% | -2.0% | -4.9% | -7.1% |
| 3Y | -10.9% | +39.6% | -50.5% | -20.5% |
| 5Y | -42.2% | +35.3% | -77.5% | -48.8% |
| All | +84.4% | +49.5% | +34.9% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling